+67.8%
SAP vs EW
+60.7%
+7.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.2% |
| 7D | -2.5% | +6.5% | -9.0% | -3.6% |
| 30D | +7.5% | +22.5% | -15.0% | +3.6% |
| 3M | +11.6% | +13.0% | -1.3% | +9.1% |
| 6M | +37.6% | +37.1% | +0.5% | +30.4% |
| YTD | -2.0% | +24.1% | -26.1% | -5.8% |
| 1Y | -6.4% | +24.2% | -30.6% | -10.1% |
| All | +67.8% | +60.7% | +7.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling